BVT Call 4.8 GLEN 20.09.2024
/ DE000VM3T1D3
BVT Call 4.8 GLEN 20.09.2024/ DE000VM3T1D3 /
| 6/21/2024 8:46:31 AM |
Chg.+0.025 |
Bid6/21/2024 |
Ask6/21/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.216EUR |
+13.09% |
0.216
Bid Size: 10,000 |
0.229
Ask Size: 10,000 |
Glencore PLC ORD USD... |
4.80 GBP |
9/20/2024 |
Call |
Master data
| WKN: |
VM3T1D |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.80 GBP |
| Maturity: |
9/20/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.28 |
| Parity: |
-0.28 |
| Time value: |
0.24 |
| Break-even: |
5.92 |
| Moneyness: |
0.95 |
| Premium: |
0.10 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.03 |
| Spread %: |
11.98% |
| Delta: |
0.43 |
| Theta: |
0.00 |
| Omega: |
9.49 |
| Rho: |
0.01 |
Quote data
| Open: |
0.216 |
| High: |
0.216 |
| Low: |
0.216 |
| Previous Close: |
0.191 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.00% |
| 1 Month |
|
|
-62.11% |
| 3 Months |
|
|
+21.35% |
| YTD |
|
|
-60.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.170 |
| 1M High / 1M Low: |
0.570 |
0.170 |
| 6M High / 6M Low: |
0.580 |
0.060 |
| High (YTD): |
5/20/2024 |
0.580 |
| Low (YTD): |
2/27/2024 |
0.060 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.198 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.337 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.292 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.67% |
| Volatility 6M: |
|
216.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
